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In probability theory and directional statistics, a wrapped probability distribution is a continuous probability distribution that describes data points that lie on a unit ''n''-sphere. In one dimension, a wrapped distribution will consist of points on the unit circle. Any probability density function (pdf) on the line can be "wrapped" around the circumference of a circle of unit radius. That is, the pdf of the wrapped variable : in some interval of length is : which is a periodic sum of period . The preferred interval is generally for which ==Theory== In most situations, a process involving circular statistics produces angles () which lie in the interval from negative infinity to positive infinity, and are described by an "unwrapped" probability density function . However, a measurement will yield a "measured" angle which lies in some interval of length (for example ). In other words, a measurement cannot tell if the "true" angle has been measured or whether a "wrapped" angle has been measured where ''a'' is some unknown integer. That is: : If we wish to calculate the expected value of some function of the measured angle it will be: : We can express the integral as a sum of integrals over periods of (e.g. 0 to ): : Changing the variable of integration to and exchanging the order of integration and summation, we have : where is the pdf of the "wrapped" distribution and ''a' '' is another unknown integer (a'=a+k). It can be seen that the unknown integer ''a' '' introduces an ambiguity into the expectation value of . A particular instance of this problem is encountered when attempting to take the mean of a set of measured angles. If, instead of the measured angles, we introduce the parameter it is seen that ''z'' has an unambiguous relationship to the "true" angle since: : Calculating the expectation value of a function of ''z'' will yield unambiguous answers: : and it is for this reason that the ''z'' parameter is the preferred statistical variable to use in circular statistical analysis rather than the measured angles . This suggests, and it is shown below, that the wrapped distribution function may itself be expressed as a function of ''z'' so that: : where is defined such that . This concept can be extended to the multivariate context by an extension of the simple sum to a number of sums that cover all dimensions in the feature space: : where is the th Euclidean basis vector. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「wrapped distribution」の詳細全文を読む スポンサード リンク
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